+6,175.2%
TGT vs VMC
+3,191.4%
+2,983.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.5% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +9.5% | -9.1% | +18.6% | +12.9% |
| 3M | +32.3% | -4.1% | +36.4% | +33.7% |
| 6M | +37.0% | -5.5% | +42.6% | +38.8% |
| YTD | +71.0% | -8.9% | +80.0% | +74.5% |
| 1Y | +85.0% | -12.9% | +98.0% | +91.3% |
| 3Y | +46.8% | +22.1% | +24.7% | +34.0% |
| 5Y | -22.7% | +52.7% | -75.5% | -35.0% |
| 10Y | +216.3% | +152.7% | +63.5% | +106.7% |
| All | +6,175.2% | +3,191.4% | +2,983.8% | +1,503.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling